-19.9%
TMUS vs FN
-36.4%
+16.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.2% | +15.1% | -0.8% |
| 7D | +9.0% | -16.0% | +25.0% | +7.3% |
| 30D | -3.2% | -40.1% | +36.9% | -7.7% |
| 3M | -6.9% | -43.9% | +37.0% | -11.3% |
| 6M | -16.4% | -55.6% | +39.2% | -21.2% |
| YTD | -19.6% | -35.7% | +16.0% | -19.7% |
| 1Y | -19.9% | -39.8% | +19.9% | -20.2% |
| All | -19.9% | -36.4% | +16.5% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling